0.03Open0.02Pre Close5 Volume30 Open Interest22.50Strike Price15.00Turnover51.44%IV7.11%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0528Delta0.0977Gamma967.60Leverage Ratio-0.0172Theta-0.0001Rho-51.11Eff Leverage0.0023Vega